MATLAB: Is it possible to obtain confidence intervals for arbitrary significance level using the ‘corr’ function with ‘type’ ‘Kendall’ and ‘Spearman’

Question

I would like to obtain confidence intervals for any given confidence level

while computing correlation coefficient using the Kendall's and the the Spearman's methods.

For the Pearson's method, this can be done with the 'corrcoef' function,

but other methods are not available with 'corrcoef'.

Although 'Kendall' and 'Spearman' methods are used in 'corr', this function computes p-values,

not confidence intervals.

Is there a solution?

Answer 1

The 'corr' function will compute p-values, but not confidence intervals.

And 'corrcoef' can compute confidence intervals, but only for Pearson correlation.

As an alternative to programming up the calculations directly,

you may want to consider using 'bootci' to evaluate confidence intervals.